See PHI1485. Currently, if an install configures a custom login message in Auth → Customize Messages → Login Screen Instructions, the instructions are not shown on login workflow subpages, notably the LDAP and Username screens which re-prompt the user for credentials more narrowly after a login failure.
The instructions should probably be shown on these screens, since many reasonable classes of instruction are relevant. In PHI1485, the specific instruction at issue guides users through the right way to enter their username/password given a specific LDAP setup.
This could conceivably be slightly misleading for some other set of instructions more in the vein of "Use username/password if your last name starts with A-M, or Google if your last name starts with N-Z.", since they would continue to appear on the username/password dedicated flow without a clear way to change your provider choice. However, I suspect this is uncommon, and installs could tailor the messaging a bit (e.g., include links), and/or we could add more explicit "back to provider selection" crumbs if this is a real issue.